Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.193867 | -1.7768 | 0.039609 |
2 | 0.063805 | 0.5848 | 0.28013 |
3 | -0.010402 | -0.0953 | 0.462139 |
4 | 0.128146 | 1.1745 | 0.121762 |
5 | 0.081687 | 0.7487 | 0.228072 |
6 | -0.196158 | -1.7978 | 0.037899 |
7 | 0.050189 | 0.46 | 0.323355 |
8 | 0.102051 | 0.9353 | 0.176154 |
9 | -0.051208 | -0.4693 | 0.320026 |
10 | -0.000609 | -0.0056 | 0.497779 |
11 | -0.32158 | -2.9473 | 0.002074 |
12 | 0.798092 | 7.3146 | 0 |
13 | -0.215874 | -1.9785 | 0.025574 |
14 | 0.003979 | 0.0365 | 0.485497 |
15 | -0.090757 | -0.8318 | 0.20394 |
16 | 0.037278 | 0.3417 | 0.36673 |
17 | 0.005066 | 0.0464 | 0.481537 |
18 | -0.242645 | -2.2239 | 0.01442 |
19 | -0.020479 | -0.1877 | 0.425785 |
20 | 0.019415 | 0.1779 | 0.4296 |
21 | -0.09982 | -0.9149 | 0.181441 |
22 | -0.041681 | -0.382 | 0.351707 |
23 | -0.322073 | -2.9518 | 0.002047 |
24 | 0.6419 | 5.8831 | 0 |
25 | -0.17538 | -1.6074 | 0.055861 |
26 | -0.008331 | -0.0764 | 0.46966 |
27 | -0.091435 | -0.838 | 0.202201 |
28 | 0.040144 | 0.3679 | 0.356927 |
29 | -0.008668 | -0.0794 | 0.468436 |
30 | -0.199929 | -1.8324 | 0.03522 |
31 | -0.003962 | -0.0363 | 0.485559 |
32 | 0.018289 | 0.1676 | 0.433644 |
33 | -0.066722 | -0.6115 | 0.271253 |
34 | -0.020899 | -0.1915 | 0.424282 |
35 | -0.273984 | -2.5111 | 0.006976 |
36 | 0.509258 | 4.6674 | 6e-06 |
37 | -0.089045 | -0.8161 | 0.208373 |
38 | 0.011869 | 0.1088 | 0.456819 |
39 | -0.056188 | -0.515 | 0.303963 |
40 | 0.068086 | 0.624 | 0.267153 |
41 | 0.019136 | 0.1754 | 0.430599 |
42 | -0.130392 | -1.1951 | 0.117713 |
43 | 0.013326 | 0.1221 | 0.451542 |
44 | 0.022424 | 0.2055 | 0.418832 |
45 | -0.023083 | -0.2116 | 0.416482 |
46 | -0.008153 | -0.0747 | 0.470308 |
47 | -0.204571 | -1.8749 | 0.032139 |
48 | 0.394959 | 3.6199 | 0.000251 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.193867 | -1.7768 | 0.039609 |
2 | 0.027245 | 0.2497 | 0.401713 |
3 | 0.007188 | 0.0659 | 0.473814 |
4 | 0.130766 | 1.1985 | 0.117049 |
5 | 0.137086 | 1.2564 | 0.106224 |
6 | -0.177857 | -1.6301 | 0.053414 |
7 | -0.036978 | -0.3389 | 0.367762 |
8 | 0.115431 | 1.0579 | 0.146558 |
9 | -0.037659 | -0.3452 | 0.365422 |
10 | 0.013548 | 0.1242 | 0.450737 |
11 | -0.322007 | -2.9512 | 0.002051 |
12 | 0.781707 | 7.1645 | 0 |
13 | -0.23311 | -2.1365 | 0.017774 |
14 | -0.163437 | -1.4979 | 0.06895 |
15 | -0.178555 | -1.6365 | 0.05274 |
16 | -0.17117 | -1.5688 | 0.060227 |
17 | -0.170415 | -1.5619 | 0.061038 |
18 | 0.017393 | 0.1594 | 0.436864 |
19 | -0.006238 | -0.0572 | 0.477271 |
20 | -0.129467 | -1.1866 | 0.119368 |
21 | -0.013624 | -0.1249 | 0.450464 |
22 | -9.8e-05 | -9e-04 | 0.499641 |
23 | 0.30031 | 2.7524 | 0.003624 |
24 | -0.095026 | -0.8709 | 0.193138 |
25 | 0.085448 | 0.7831 | 0.217872 |
26 | -0.169017 | -1.5491 | 0.062563 |
27 | -0.030144 | -0.2763 | 0.39151 |
28 | -0.004925 | -0.0451 | 0.482054 |
29 | -0.030985 | -0.284 | 0.38856 |
30 | 0.051118 | 0.4685 | 0.320318 |
31 | -0.064379 | -0.59 | 0.278373 |
32 | 0.007501 | 0.0688 | 0.472676 |
33 | 0.00708 | 0.0649 | 0.474208 |
34 | 0.148657 | 1.3625 | 0.088347 |
35 | -0.129341 | -1.1854 | 0.119595 |
36 | -0.143706 | -1.3171 | 0.095696 |
37 | 0.024525 | 0.2248 | 0.411351 |
38 | -0.011159 | -0.1023 | 0.45939 |
39 | 0.106061 | 0.9721 | 0.166904 |
40 | -0.009097 | -0.0834 | 0.466876 |
41 | 0.153293 | 1.405 | 0.081861 |
42 | -0.067495 | -0.6186 | 0.268925 |
43 | -0.000212 | -0.0019 | 0.499229 |
44 | 0.002295 | 0.021 | 0.491635 |
45 | 0.056658 | 0.5193 | 0.302466 |
46 | -0.129684 | -1.1886 | 0.118978 |
47 | -0.030402 | -0.2786 | 0.390604 |
48 | 0.050462 | 0.4625 | 0.322461 |